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Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach

Chang, Tsangyao; Tsai, Su-Ling; Haga, Kai Yin Allison - In: Applied economics 49 (2017) 58, pp. 5841-5848

Persistent link: https://www.econbiz.de/10011845819

Does self-fulfilment of the inflation expectation exist?

Xu, Yingying; Liu, Zhi-Xin; Chang, Hsu-Ling; Dumitrescu … - In: Applied economics 49 (2017) 11, pp. 1098-1113

Persistent link: https://www.econbiz.de/10011811170

The relationship between RMB exchange rate and Chinese trade balance : evidence from a bootstrap rolling window approach

Masih, Junaid; Liu, Dongsheng; Pervaiz, Javed - In: International journal of economics and finance 10 (2018) 2, pp. 35-47

Persistent link: https://www.econbiz.de/10011814996

Causality between economic policy uncertainty and real housing returns in emerging economies : a cross-sample validation approach

Aye, Goodness C. - In: Cogent economics & finance 6 (2018) 1, pp. 1-16

This paper examines whether economic policy uncertainty (EPU) causes real housing returns in 8 emerging economies for which EPU data are available namely: Brazil, Chile, China, India, Ireland, Russia, South Africa and South Korea. Quarterly data were used for the analysis. The study uses...

Persistent link: https://www.econbiz.de/10011905243

Long run returns predictability and volatility with moving averages

Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18

This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...

Persistent link: https://www.econbiz.de/10011906234

Effect of FDI on real per capita GDP growth : a rolling window panel analysis of 60 countries, 1982-2011

Edwards, Jeffrey A.; Naanwaab, Cephas B.; Romero, Alfredo A. - In: Applied econometrics and international development 17 (2017) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10011856360

Investment coordinates in the context of housing and stock markets nexus

Li, Jing-Ping; Fan, Jiao-Jiao; Su, Chi-Wei; Lobonţ, … - In: Applied economics letters 24 (2017) 20, pp. 1455-1463

Persistent link: https://www.econbiz.de/10011853069

Demand-following or supply-leading? : trade openness and financial development in China

Fan, Jiao-Jiao; Xu, Ruzhi; Su, Chi-Wei; Shi, Qinghua - In: The journal of international trade & economic development 27 (2018) 3/4, pp. 314-332

Persistent link: https://www.econbiz.de/10011887586

Does money supply drive housing prices in China?

Su, Chi-Wei; Wang, Xiao-Qing; Tao, Ran; Chang, Hsu-Ling - In: International review of economics & finance : IREF 60 (2019), pp. 85-94

Persistent link: https://www.econbiz.de/10012203812

Producer price index and consumer price index : causality in central and eastern European countries

Khan, Khalid; Su, Chi-Wei; Tao, Ran; Lobont, Oana-Ramona - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 4, pp. 367-395

Persistent link: https://www.econbiz.de/10012152783